### These are only used for reporting purposes and are not what is in the backtest!

RISK_TARGET_ASSUMED = 25  ## 20 = 20%
INSTRUMENT_WEIGHT_ASSUMED = 0.04
IDM_ASSUMED = 2.5
MIN_CONTRACTS_HELD = 4.0
MAX_SR_COST = 0.01
MIN_VOLUME_CONTRACTS_DAILY = 100
MAX_PROPORTION_OF_VOLUME = 1.0 / MIN_VOLUME_CONTRACTS_DAILY
MIN_VOLUME_RISK_DAILY = 1.5
MAX_VS_AVERAGE_FORECAST = 2
RAW_MAX_LEVERAGE = 1
MAX_POSITION_TRADED_DAILY = 0.33
MAX_RISK_EXPOSURE_ONE_INSTRUMENT = 0.20
BAD_THRESHOLD = 0.3  ## Allows 30% leeway before suggesting add/remove market
